Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 20251M1.2M1.4M1.6M1.8M2M6060606030304040404050505050Assets5101520152051015205101520Holding Periods12.5013.0111.6913.6613.9515.5313.5413.8612.8314.1113.0713.0513.1114.24CAGR (%)-0.82-1.19-1.36-1.57-0.83-1.09-0.43-1.09-0.88-1.49-0.81-0.90-1.46-1.46Max Drawdown (%)17.4816.6715.9814.6617.5817.4718.3219.0517.3615.8417.6018.5617.4816.38Sharpe Ratio33.4735.0730.9730.4027.0331.7240.4833.1430.5828.3632.8835.5731.3632.15Sortino Ratio0.600.660.610.800.680.770.630.620.620.760.630.600.640.75Annual Vol (%)
10 assets 5 periods10 assets 10 periods10 assets 15 periods10 assets 20 periods20 assets 5 periods20 assets 10 periods20 assets 15 periods20 assets 20 periods30 assets 5 periods30 assets 10 periods30 assets 15 periods30 assets 20 periods40 assets 5 periods40 assets 10 periods40 assets 15 periods40 assets 20 periods50 assets 5 periods50 assets 10 periods50 assets 15 periods50 assets 20 periods60 assets 5 periods60 assets 10 periods60 assets 15 periods60 assets 20 periodsPortfolio Performance AnalysisPortfolio Value ($)Portfolio PerformancePerformance Metrics